Quantitative Researcher — Portfolio Construction — Kansas City

Anemoi Predictive Technology LLC.; Kansas City (MO); Remote; USD 185,000 - 255,000; Full time

Benefits offered by this job

Performance bonus eligibility

Equity eligibility

Remote work support

Job summary

Anemoi Predictive Technology LLC Kansas City, MO is seeking a Quantitative Researcher — Portfolio Construction. This fully remote role is restricted to applicants in the Kansas City area and centers on translating research signals into controlled exposures with Central Time oversight for morning research and live-market supervision.

You will develop allocation methods, model constraints, and stress diagnostics, while ensuring reproducible work and clear ownership through review and production

Qualifications

• Experience with portfolio optimization and risk models.
• Strong numerical Python and optimization skills.
• Ability to explain model tradeoffs to researchers and traders.

Responsibilities

• Develop allocation and risk-budgeting methods.
• Model factor, sector, liquidity, and concentration constraints.
• Measure turnover, capacity, and stress behavior.
• Create transparent diagnostics for portfolio decisions.
• Own portfolio constraints, exposure diagnostics, and stress review during Central Time oversight.

Skills

Numerical Python

Optimization skills

Portfolio optimization

Risk model experience

Job description

The Kansas City, MO opening for a Quantitative Researcher — Portfolio Construction is fully remote and restricted to applicants in that area. Its mandate is to build portfolio methods that translate research signals into controlled exposures while providing Central Time oversight that joins morning research review with live-market supervision.

Compensation and Benefits

• Base salary: $185,000–$255,000 USD, based on experience
• Work arrangement: Fully remote; applicants must be based in the Kansas City, MO area
• Experience: 4+ years
• Additional compensation: Performance-bonus and equity eligibility based on role and level

About the Role

The central responsibility of the Kansas City, MO opening is allocation methods, portfolio constraints, concentration limits, turnover controls, and stress diagnostics. The assigned window includes Central Time oversight that joins morning research review with live-market supervision. Success requires reproducible work, prompt escalation, and clear ownership through review and production use.

Kansas City Operating Focus

The Kansas City opening emphasizes balanced decision timing, explicit controls, and reliable research-to-trading transfer. The Central Time schedule provides room for both morning research challenge and full live-session supervision. This opening decides when new evidence is strong enough to require escalation and when observation should continue. Research-to-trading transfers name the intended use, limit, monitoring plan, and condition that ends the experiment. For this role, that means direct ownership of portfolio constraints, exposure diagnostics, and stress review during Central Time oversight that joins morning research review with live-market supervision.

First Review Cycle

Your first documented cycle for the Kansas City, MO opening will test the operating process for portfolio constraints, exposure diagnostics, and stress review during Central Time oversight that joins morning research review with live-market supervision. The objective is a reproducible baseline, not a quick narrative. The first evidence set will cover this task: Model factor, sector, liquidity, and concentration constraints. The second will cover this task: Measure turnover, capacity, and stress behavior. The Kansas City opening emphasizes balanced decision timing, explicit controls, and reliable research-to-trading transfer. Each material deviation receives a named follow-up owner. The closing record identifies the evidence, approval, limit, and next test. A second specialist must be able to evaluate allocation methods, portfolio constraints, concentration limits, turnover controls, and stress diagnostics from the same starting facts.

Responsibilities

• Develop allocation and risk-budgeting methods
• Model factor, sector, liquidity, and concentration constraints
• Measure turnover, capacity, and stress behavior
• Create transparent diagnostics for portfolio decisions
• Own portfolio constraints, exposure diagnostics, and stress review during Central Time oversight that joins morning research review with live-market supervision.

Required Qualifications

• Experience with portfolio optimization and risk models
• Strong numerical Python and optimization skills
• Ability to explain model tradeoffs to researchers and traders

Preferred Qualifications

• Experience with transaction-cost-aware optimization and scenario analysis
• Knowledge of production controls for constrained portfolios
• Experience collaborating across time zones while maintaining the operating coverage assigned to the Kansas City, MO opening.

Benefits

• Medical, dental, and vision plan options with substantial company support
• 401(k) plan with company matching
• Flexible paid time off and company holidays
• Paid parental and caregiver leaveAnnual learning, conference, and professional-development budget
• Remote-work equipment and home-office support
• Performance-bonus and equity eligibility based on role and level

Benefits are subject to plan terms and eligibility requirements.

Equal Opportunity

Anemoi provides equal employment opportunities without regard to race, color, religion, sex, national origin, age, disability, veteran status, sexual orientation, gender identity, or any other status protected by applicable law.